+179.9%
CCJ vs MTSI
+209.3%
-29.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +0.4% | -3.8% | +4.3% | +1.2% |
| 30D | -17.2% | -31.4% | +14.1% | -5.4% |
| 3M | -25.1% | -23.8% | -1.4% | -19.0% |
| 6M | -37.6% | -37.1% | -0.5% | -28.4% |
| YTD | -20.4% | +32.2% | -52.6% | -35.4% |
| 1Y | -22.5% | +26.9% | -49.5% | -36.0% |
| 3Y | +72.5% | +193.7% | -121.3% | -7.2% |
| 5Y | +179.9% | +218.0% | -38.2% | +27.4% |
| All | +179.9% | +209.3% | -29.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling